Discrepancy estimates based on Haar functions

DOI10.1016/S0378-4754(00)00245-7MaRDI QIDQ5938363zbMATH OpenFDO

Authors K. Entacher

Publication date 11 June 2002

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-4754(00)00245-7

zbMATH Keywords

\((t,m,s)\)-netsgeneralized Haar function systemsHammersley point setlow-discrepancy point setsquasi-Monte Carlo methodsstar-discrepancyWeyl sums

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45) Random number generation in numerical analysis (65C10)

Review text

The author presents a technique to estimate the star-discrepancy of \((t,m,s)\)-nets using generalized Haar function systems, and applies it to prove that the star-discrepancy of \({\mathcal P}_t\), the digital \((t,m,2)\)-nets in base \(b=2\), satisfies \[ D_N^*({\mathcal P}_t)\leq 1- \biggl(1- \frac{1}{2^{m-t}} \biggr)^2+ \frac 13 \frac{m-2t}{2^m}+ \frac 19 \frac{1}{2^m}- \frac{(-1)^m}{9} \frac{1}{2^{2(m-t)}} \] for \(0\leq t\leq\lfloor m/2\rfloor\).

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Cites work

• Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
• General discrepancy estimates II: the Haar function system
• General discrepancy estimates. III: The Erdös-Turán-Koksma inequality for the Haar function system
• General discrepancy estimates: the Walsh function system
• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 3310475 (Why is no real title available?)
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• On the Numerical Integration of Walsh Series by Number-Theoretic Methods
• Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
• Point sets and sequences with small discrepancy
• Pseudo-random numbers and optimal coefficients
• Pseudorandom vector generation by the inversive method
• Quasi-Monte Carlo methods for numerical integration of multivariate Haar series. II
• The extreme and L^2 discrepancies of some plane sets

Cited in

(6)

• Haar function based estimates of the star-discrepancy of plane digital nets
• Least squares polynomial chaos expansion: a review of sampling strategies
• On some remarkable properties of the two-dimensional Hammersley point set in base 2
• General discrepancy estimates II: the Haar function system
• Sums of distances to the nearest integer and the discrepancy of digital nets
• Finding exact formulas for the L₂ discrepancy of digital (0,n,2)-nets via Haar functions

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